applied Decimal pow and tested

osmosis-labs · Dec 14, 2023 · 1147cfe · 1147cfe
1 parent d4a3def
commit 1147cfe
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Showing 163 changed files with 7,443 additions and 14,906 deletions.
diff --git a/packages/math/__tests__/swap.test.ts b/packages/math/__tests__/swap.test.ts
@@ -10,6 +10,8 @@ import {
 } from "../src/utils";
 import {
   calcAmountWithSlippage,
+  calcInGivenOut,
+  calcOutGivenIn,
   calcPriceImpactGivenIn,
   calcPriceImpactGivenOut,
   getRoutesForTrade,
@@ -251,4 +253,84 @@ describe("Test swap calculations", () => {
       },
     ]
   );
+
+  cases('calcOutGivenIn', opts => {
+    const result = calcOutGivenIn(
+      new BigNumber(opts.tokenBalanceIn),
+      new BigNumber(opts.tokenWeightIn),
+      new BigNumber(opts.tokenBalanceOut),
+      new BigNumber(opts.tokenWeightOut),
+      new BigNumber(opts.tokenAmountIn),
+      new BigNumber(opts.swapFee)
+    );
+    expect(result.toNumber()).toBeCloseTo(new BigNumber(opts.expected).toNumber(), 5);
+  }, {
+    "Exponent not an integer(0.5)": {
+      tokenBalanceIn: '1000',
+      tokenWeightIn: '10',
+      tokenBalanceOut: '500',
+      tokenWeightOut: '20',
+      tokenAmountIn: '100',
+      swapFee: '0.01',
+      expected: '23.051861474872545'
+    },
+    "Exponent not an integer(1.5)": {
+      tokenBalanceIn: '1500',
+      tokenWeightIn: '30',
+      tokenBalanceOut: '700',
+      tokenWeightOut: '20',
+      tokenAmountIn: '200',
+      swapFee: '0',
+      expected: '119.8216126711115'
+    },
+    "regular": {
+      tokenBalanceIn: '2000',
+      tokenWeightIn: '40',
+      tokenBalanceOut: '1000',
+      tokenWeightOut: '10',
+      tokenAmountIn: '300',
+      swapFee: '0.05',
+      expected: '413.0850595232377'
+    }
+  });
+
+  cases('calcInGivenOut', opts => {
+    const result = calcInGivenOut(
+      new BigNumber(opts.tokenBalanceIn),
+      new BigNumber(opts.tokenWeightIn),
+      new BigNumber(opts.tokenBalanceOut),
+      new BigNumber(opts.tokenWeightOut),
+      new BigNumber(opts.tokenAmountOut),
+      new BigNumber(opts.swapFee)
+    );
+    expect(result.toNumber()).toBeCloseTo(new BigNumber(opts.expected).toNumber(), 5);
+  }, {
+    "Exponent not an integer(0.5)": {
+      tokenBalanceIn: '1000',
+      tokenWeightIn: '20',
+      tokenBalanceOut: '500',
+      tokenWeightOut: '10',
+      tokenAmountOut: '100',
+      swapFee: '0.01',
+      expected: '119.22625126252005'
+    },
+    "Exponent not an integer(1.5)": {
+      tokenBalanceIn: '1500',
+      tokenWeightIn: '20',
+      tokenBalanceOut: '700',
+      tokenWeightOut: '30',
+      tokenAmountOut: '200',
+      swapFee: '0',
+      expected: '984.7535089018387'
+    },
+    "regular": {
+      tokenBalanceIn: '2000',
+      tokenWeightIn: '10',
+      tokenBalanceOut: '1000',
+      tokenWeightOut: '40',
+      tokenAmountOut: '300',
+      swapFee: '0.05',
+      expected: '6663.013218176637'
+    }
+  });
 });
diff --git a/packages/math/package.json b/packages/math/package.json
@@ -87,6 +87,7 @@
   "dependencies": {
     "@chain-registry/types": "0.16.0",
     "@chain-registry/utils": "1.13.1",
+    "decimal.js-light": "^2.5.1",
     "bignumber.js": "9.1.1",
     "long": "5.2.3",
     "osmojs": "^16.5.1"

diff --git a/packages/math/src/swap.ts b/packages/math/src/swap.ts
@@ -2,7 +2,7 @@ import { Asset } from "@chain-registry/types";
 import { BigNumber } from "bignumber.js";
 import { CoinDenom, Trade, PrettyPair } from "./types";
 import { symbolToOsmoDenom } from "./utils";
-import Long from "long";
+import { Decimal } from "decimal.js-light";
 import { SwapAmountInRoute } from "osmojs/dist/codegen/osmosis/poolmanager/v1beta1/swap_route";
 import { Pool } from "osmojs/dist/codegen/osmosis/gamm/pool-models/balancer/balancerPool";
 import { Coin } from "osmojs/dist/codegen/cosmos/base/v1beta1/coin";
@@ -107,9 +107,7 @@ const getPoolAsset = (pool: Pool, denom: string) => {
     (asset) => asset?.token && asset.token.denom === denom
   );
   if (!poolAsset) {
-    throw new Error(
-      `Pool ${pool.id} doesn't have the pool asset for ${denom}`
-    );
+    throw new Error(`Pool ${pool.id} doesn't have the pool asset for ${denom}`);
   }
   return { denom, weight: poolAsset.weight, amount: poolAsset.token!.amount };
 };
@@ -140,7 +138,7 @@ export const calcOutGivenIn = (
   let adjustedIn = one.minus(swapFee);
   adjustedIn = tokenAmountIn.multipliedBy(adjustedIn);
   const y = tokenBalanceIn.div(tokenBalanceIn.plus(adjustedIn));
-  const foo = y.pow(weightRatio);
+  const foo = pow(y, weightRatio);
   const bar = one.minus(foo);
   return tokenBalanceOut.multipliedBy(bar);
 };
@@ -156,7 +154,7 @@ export const calcInGivenOut = (
   const weightRatio = tokenWeightOut.div(tokenWeightIn);
   const diff = tokenBalanceOut.minus(tokenAmountOut);
   const y = tokenBalanceOut.div(diff);
-  let foo = y.pow(weightRatio);
+  let foo = pow(y, weightRatio);
   foo = foo.minus(one);
   const tokenAmountIn = one.minus(swapFee);
   return tokenBalanceIn.multipliedBy(foo).div(tokenAmountIn);
@@ -227,3 +225,7 @@ export const calcPriceImpactGivenOut = (
 
   return priceImpact.toString();
 };
+
+export const pow = (x: BigNumber, y: BigNumber): BigNumber => {
+  return new BigNumber(new Decimal(x.toString()).pow(new Decimal(y.toString())).toString())
+};
diff --git a/packages/osmojs/cosmos-sdk b/packages/osmojs/cosmos-sdk
diff --git a/packages/osmojs/osmosis b/packages/osmojs/osmosis
diff --git a/packages/osmojs/src/codegen/binary.ts b/packages/osmojs/src/codegen/binary.ts
@@ -1,5 +1,5 @@
 /**
-* This file and any referenced files were automatically generated by @cosmology/telescope@0.99.12
+* This file and any referenced files were automatically generated by @cosmology/telescope@0.102.0
 * DO NOT MODIFY BY HAND. Instead, download the latest proto files for your chain
 * and run the transpile command or yarn proto command to regenerate this bundle.
 */
@@ -348,12 +348,12 @@ export class BinaryWriter {
         (value = value >>> 0) < 128
           ? 1
           : value < 16384
-            ? 2
-            : value < 2097152
-              ? 3
-              : value < 268435456
-                ? 4
-                : 5,
+          ? 2
+          : value < 2097152
+          ? 3
+          : value < 268435456
+          ? 4
+          : 5,
         value
       )).len;
     return this;
@@ -463,10 +463,10 @@ function pool(
 function indexOutOfRange(reader: BinaryReader, writeLength?: number) {
   return RangeError(
     "index out of range: " +
-    reader.pos +
-    " + " +
-    (writeLength || 1) +
-    " > " +
-    reader.len
+      reader.pos +
+      " + " +
+      (writeLength || 1) +
+      " > " +
+      reader.len
   );
 }
diff --git a/packages/osmojs/src/codegen/capability/bundle.ts b/packages/osmojs/src/codegen/capability/bundle.ts
@@ -1,8 +1,8 @@
-import * as _42 from "./v1/capability";
-import * as _43 from "./v1/genesis";
+import * as _53 from "./v1/capability";
+import * as _54 from "./v1/genesis";
 export namespace capability {
   export const v1 = {
-    ..._42,
-    ..._43
+    ..._53,
+    ..._54
   };
 }
diff --git a/packages/osmojs/src/codegen/cosmos/auth/v1beta1/auth.ts b/packages/osmojs/src/codegen/cosmos/auth/v1beta1/auth.ts
@@ -107,7 +107,7 @@ function createBaseBaseAccount(): BaseAccount {
   return {
     $typeUrl: "/cosmos.auth.v1beta1.BaseAccount",
     address: "",
-    pubKey: undefined,
+    pubKey: Any.fromPartial({}),
     accountNumber: BigInt(0),
     sequence: BigInt(0)
   };

diff --git a/packages/osmojs/src/codegen/cosmos/auth/v1beta1/query.ts b/packages/osmojs/src/codegen/cosmos/auth/v1beta1/query.ts
@@ -415,7 +415,7 @@ export const QueryAccountRequest = {
 };
 function createBaseQueryAccountResponse(): QueryAccountResponse {
   return {
-    account: undefined
+    account: Any.fromPartial({})
   };
 }
 export const QueryAccountResponse = {

diff --git a/packages/osmojs/src/codegen/cosmos/authz/v1beta1/authz.ts b/packages/osmojs/src/codegen/cosmos/authz/v1beta1/authz.ts
@@ -183,8 +183,8 @@ export const GenericAuthorization = {
 };
 function createBaseGrant(): Grant {
   return {
-    authorization: undefined,
-    expiration: undefined
+    authorization: Any.fromPartial({}),
+    expiration: new Date()
   };
 }
 export const Grant = {
@@ -262,8 +262,8 @@ function createBaseGrantAuthorization(): GrantAuthorization {
   return {
     granter: "",
     grantee: "",
-    authorization: undefined,
-    expiration: undefined
+    authorization: Any.fromPartial({}),
+    expiration: new Date()
   };
 }
 export const GrantAuthorization = {

diff --git a/packages/osmojs/src/codegen/cosmos/bank/v1beta1/query.ts b/packages/osmojs/src/codegen/cosmos/bank/v1beta1/query.ts
@@ -632,7 +632,7 @@ export const QueryBalanceRequest = {
 };
 function createBaseQueryBalanceResponse(): QueryBalanceResponse {
   return {
-    balance: undefined
+    balance: Coin.fromPartial({})
   };
 }
 export const QueryBalanceResponse = {
@@ -1072,7 +1072,7 @@ export const QuerySupplyOfRequest = {
 };
 function createBaseQuerySupplyOfResponse(): QuerySupplyOfResponse {
   return {
-    amount: undefined
+    amount: Coin.fromPartial({})
   };
 }
 export const QuerySupplyOfResponse = {
@@ -1354,7 +1354,7 @@ export const QuerySupplyOfWithoutOffsetRequest = {
 };
 function createBaseQuerySupplyOfWithoutOffsetResponse(): QuerySupplyOfWithoutOffsetResponse {
   return {
-    amount: undefined
+    amount: Coin.fromPartial({})
   };
 }
 export const QuerySupplyOfWithoutOffsetResponse = {

diff --git a/packages/osmojs/src/codegen/cosmos/base/abci/v1beta1/abci.ts b/packages/osmojs/src/codegen/cosmos/base/abci/v1beta1/abci.ts
@@ -441,7 +441,7 @@ function createBaseTxResponse(): TxResponse {
     info: "",
     gasWanted: BigInt(0),
     gasUsed: BigInt(0),
-    tx: undefined,
+    tx: Any.fromPartial({}),
     timestamp: "",
     events: []
   };